Bayesian inference and forecasts with full range autoregressive time series models.

Venkatesan, D. - SITA DEVI, K. - Gallo, Michele (2008) Bayesian inference and forecasts with full range autoregressive time series models. In: Methods, Models and Information Technologies for Decision Support Systems, 18-20 settembre 2008, LECCE.

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URL ufficiale: http://siba-ese.unisalento.it/index.php/MTISD2008/issue/current

Abstract

This paper describes the Bayesian inference and forecasting as applied to the full range autoregressive (FRAR) model. The FRAR model provides an acceptable alternative to the existing methodology. The main advantage associated with the new method is that one is completely avoiding the problem of order determination of the model as in the existing methods.

Tipologia del documento:	Contributo a convegno o workshop (Comunicazione)
Parole chiave:	Full range autoregressive model; Posterior distribution; Bayesian analysis; Bayesian predictive distribution.
Settori scientifico-disciplinari del MIUR:	AREA 13 - Scienze economiche e statistiche > STATISTICA
Codice identificativo (ID):	698
Depositato da:	Prof. Michele Gallo
Depositato il:	19 Ago 2011 09:32
Ultima modifica:	19 Ago 2011 09:32

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